+34.4%
JD vs ALK
-45.9%
+80.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.8% |
| 7D | -4.1% | -1.2% | -2.9% | -4.0% |
| 30D | +4.6% | +7.7% | -3.1% | +2.6% |
| 3M | -4.7% | -19.0% | +14.2% | -0.9% |
| 6M | -17.4% | -0.2% | -17.1% | -19.0% |
| YTD | +0.7% | -23.5% | +24.2% | +3.6% |
| 1Y | -5.9% | -9.1% | +3.2% | -7.3% |
| 3Y | +18.9% | +12.0% | +6.9% | +6.1% |
| 5Y | -62.9% | -30.9% | -32.1% | -63.4% |
| All | +34.4% | -45.9% | +80.3% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling